Intraday Dynamics of Volatility and Duration : Evidence from Chinese Stocks
Year of publication: |
2011
|
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Authors: | Liu, Chun |
Other Persons: | Maheu, John M. (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | China | Aktienmarkt | Stock market | Dauer | Duration |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 11, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1958368 [DOI] |
Classification: | C22 - Time-Series Models ; C11 - Bayesian Analysis ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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